+842.6%
ASX vs ESI
+323.5%
+519.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.5% | +6.0% |
| 7D | -12.3% | -3.5% | -8.8% | -9.9% |
| 30D | -26.0% | -9.3% | -16.7% | -21.1% |
| 3M | -8.1% | -12.8% | +4.7% | 0.0% |
| 6M | +1.4% | -24.6% | +26.0% | +19.8% |
| YTD | +115.6% | +32.7% | +82.8% | +96.1% |
| 1Y | +128.0% | +20.3% | +107.7% | +116.3% |
| 3Y | +371.4% | +80.2% | +291.2% | +272.6% |
| 5Y | +469.4% | +40.0% | +429.5% | +389.7% |
| 10Y | +842.6% | +310.8% | +531.9% | +411.9% |
| All | +842.6% | +323.5% | +519.2% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling